Cointegration and error correction models: Intertemporal causality between index and futures prices

Journal of Futures Markets - Tập 13 Số 2 - Trang 193-198 - 1993
Asim Ghosh1
1Asim Ghosh is an Assistant Professor in the Department of Finance at Rider College, Lawrenceville, New Jersey.

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Tài liệu tham khảo

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